GENERATED2026-09-04 21:37

FORTRESS CC SCANNER | SPY

Generated 2026-09-04 21:37 · 136 candidates scored
NORMAL MODE
WEEKLY GATE · 🔴 OVERBOUGHT %B 87 · RSI 65 · MACD bullish (falling) · 1σw 1.9%
ref $788 · UBBspot $772.58MA $747LBB $7120MACD +0.617030RSI 65── weekly close · ┈┈ BB(20,2) · / MACD(12,26,9) hist · ── RSI(14) · 78w
Read: Stretched. Do not sell new CCs near-money. Roll any existing CC to a strike above the upper BB ($781.65) and wait for a pullback to the 20W MA. Sold-early premium gives back hard if the breakout continues. Suggested CC floor: $787.65.
Dashed line on chart: Upper BB + 1σ (extension cap). Roll table below has matching BB ZONE column.
🔗 FORTRESS LEGS · synth Δ 0.87 (LEAPS-only (LC delta)) Used to scale @cap appreciation portion below
LC
$640.00
504d · qty +12 · Δ 0.87
SP
none · LEAPS-only structure
HP
none · LEAPS-only structure
Stock Price
$772.57
Entry Price
$695.00
+11.2% since entry
BE Safe Strike
$764.00
Margin: $8.57 · reference only
CC-Safe Floor (BS, $0 prem)
$704.33
-8.8% vs spot · -60 vs BE SS · lower w/ premium
Contracts
12
1,200 shares
Account: Neville:0865
Max Delta Filter
0.40
Status
SOLVENT
$77.57 above entry
Scoring (Sigma-Band): σ = (Strike − Stock) / (Stock × IV × √(DTE/365)) · Survival = Φ(σ) · IER = Prorated_Monthly × Survival · Score = IER × Liquidity
BEST PER EXPIRATION
ALL CANDIDATES